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The effect of goods and services tax (GST) imposition on stock market overreaction and trading volume in Malaysia and Australia

This paper investigates the GST imposition effect on stock overreaction and trading volume in Bursa Malaysia and Australian Securities Exchange (ASX). To evaluate the stock overreaction, t-test, Wilcoxon Signed-Rank Test and Mann-Whitney U-Test are employed to analyse the market-adjusted ab...

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Bibliographic Details
Main Authors: Lee, Yok Yong, Yahya, Mohamed Hisham, Amin Noordin, Bany Ariffin, Selamat, Aslam Izah
Format: Article
Language:English
Published: Penerbit UKM 2019
Online Access:http://psasir.upm.edu.my/id/eprint/82402/1/The%20effect%20of%20goods%20and%20services%20tax%20%28GST%29%20imposition%20on%20stock%20market%20overreaction%20and%20trading%20volume%20in%20Malaysia%20and%20Australia.pdf
http://psasir.upm.edu.my/id/eprint/82402/
http://ejournals.ukm.my/pengurusan/article/view/20535
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http://psasir.upm.edu.my/id/eprint/82402/1/The%20effect%20of%20goods%20and%20services%20tax%20%28GST%29%20imposition%20on%20stock%20market%20overreaction%20and%20trading%20volume%20in%20Malaysia%20and%20Australia.pdf
http://psasir.upm.edu.my/id/eprint/82402/
http://ejournals.ukm.my/pengurusan/article/view/20535

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